They will face London rivals Arsenal in the FA Cup final next month.
"We all know that it won't be easy because Southampton is a really good team, with a good coach and good players".
The defender would have savoured the mere four minutes that he played in the closing stages of a 4-2 win at Stamford Bridge as he prepares to say goodbye to his home of more than 20 years.
"The only way we can do that is starting with a win on Wednesday". We have had a fantastic run recently and we want to keep that going. I was pleased for his performance. "There are positives and we can keep moving forward".
Chelsea could increase the gap between them and Tottenham to seven points with a win over Southampton and will be no doubt buoyed by their victory over Mauricio Pochettino's men at Wembley.
Asked if they pair would start against Southampton, Conte said: "I have another day to decide our best 11 but I think they're in good condition and good form".
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"Every game is very hard. It's a great achievement, but I don't think the win [gives a psychological boost]". "It's one game at a time, not long left and we have to give it everything".
The 26-year-old missed out on the PFA player of the year award this season after his team-mate N'Golo Kante won the prize ahead of him.
Despite his concerns, however, the Italian said Chelsea would have plenty in the tank. I know it's good for me to score more goals if I want to reach the level of Messi and [Cristiano] Ronaldo.
"He has improved massively and can still improve loads".
Watch Crystal Palace v Tottenham live on Sky Sports 1 HD from 7pm on Wednesday.
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